+26.6%
PFE vs FE
+6.2%
+20.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -3.7% | 0.0% | -3.7% | -3.7% |
| 30D | +5.0% | +5.2% | -0.2% | +4.0% |
| 3M | +12.2% | 0.0% | +12.2% | +12.2% |
| 6M | +14.6% | +5.0% | +9.5% | +13.3% |
| YTD | +24.1% | +7.9% | +16.2% | +20.8% |
| 1Y | +26.6% | +6.3% | +20.2% | +23.8% |
| All | +26.6% | +6.2% | +20.4% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling